I liked the conclusion of Lucifer. I'm especially happy for Dan and Maze because they sure as hell deserved it.
As for Chloe and Lucifer, it goes beyond bittersweet, for sure. Frankly speaking though, ever since season one, I had a gut feeling that Lucifer would end up taking charge of hell again. I couldn't picture Chloe and Lucifer living as a happily married couple on Earth - maybe Lucifer even being a mortal. But so was Lucifer becoming god for what it's worth. I didn't expect Rory and time traveling at all though and I'm not going to get into if they had to go about it that way.
And yes, free choice was a major and important topic on the show for Lucifer. But so was taking responsibility and putting others first, at least occasionally. Based on my observation.
Someone had to take that responsibility and considering who Lucifer has become, it is reassuring to know that he is the one. Leaving hell without a capable person in charge is not an option, otherwise a lesser person uses it to cause havoc. There is a discussion to be had whether all people in hell deserve to be relieved of their guilt (a concept that has its holes to begin with) and whether its true that if this particular devil can become a better person, everyone can. Since I find it hard to believe that Lucifer committed every crime hell has to offer. But I'll leave that be. At the end, even though it is certainly not easy for Lucifer, it warms my heart that he uses what he learned on Earth to make a change. And yes, there is an argument to be made that it is unfair that Lucifer ends up at the place he ran away from and didn't want to go back to, that Lucifer lost, basically. But I don't think that's entirely true.
All that said, it doesn't mean it isn't sad to me Lucifer was seperated from his family and friends. We know Chloe eventually joins him in hell, but it's unclear if sometime in the future Rory can meet and reconcile with her father without disrupting that time travel thing. Or everyone else for that matter.
Anyway, in my opinion, there is room for endings like these, even if they hurt. It felt natural to me.
Thinking back, I was less than impressed with season one and had decided that Lucifer wasn't for me. I'm glad I gave it another shot on a whim because now it feels like something special to me. It isn't the best, there are things I'd like to have seen, explored more or things I think could be improved. But most importantly: The characters really grew on me. I liked them, even when they made grave mistakes or bad decision. The main ones are all just very endearing to me, you know which I mean, I don't have to name them all.